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typedef struct
{
gsl_function_fdf fdf_linear;
gsl_multimin_function_fdf *fdf;
/* fixed values */
const gsl_vector *x;
const gsl_vector *g;
const gsl_vector *p;
/* cached values, for x(alpha) = x + alpha * p */
double f_alpha;
double df_alpha;
gsl_vector *x_alpha;
gsl_vector *g_alpha;
/* cache "keys" */
double f_cache_key;
double df_cache_key;
double x_cache_key;
double g_cache_key;
}
wrapper_t;
static void
moveto (double alpha, wrapper_t * w)
{
if (alpha == w->x_cache_key) /* using previously cached position */
{
return;
}
/* set x_alpha = x + alpha * p */
gsl_vector_memcpy (w->x_alpha, w->x);
gsl_blas_daxpy (alpha, w->p, w->x_alpha);
w->x_cache_key = alpha;
}
static double
slope (wrapper_t * w) /* compute gradient . direction */
{
double df;
gsl_blas_ddot (w->g_alpha, w->p, &df);
return df;
}
static double
wrap_f (double alpha, void *params)
{
wrapper_t *w = (wrapper_t *) params;
if (alpha == w->f_cache_key) /* using previously cached f(alpha) */
{
return w->f_alpha;
}
moveto (alpha, w);
w->f_alpha = GSL_MULTIMIN_FN_EVAL_F (w->fdf, w->x_alpha);
w->f_cache_key = alpha;
return w->f_alpha;
}
static double
wrap_df (double alpha, void *params)
{
wrapper_t *w = (wrapper_t *) params;
if (alpha == w->df_cache_key) /* using previously cached df(alpha) */
{
return w->df_alpha;
}
moveto (alpha, w);
if (alpha != w->g_cache_key)
{
GSL_MULTIMIN_FN_EVAL_DF (w->fdf, w->x_alpha, w->g_alpha);
w->g_cache_key = alpha;
}
w->df_alpha = slope (w);
w->df_cache_key = alpha;
return w->df_alpha;
}
static void
wrap_fdf (double alpha, void *params, double *f, double *df)
{
wrapper_t *w = (wrapper_t *) params;
/* Check for previously cached values */
if (alpha == w->f_cache_key && alpha == w->df_cache_key)
{
*f = w->f_alpha;
*df = w->df_alpha;
return;
}
if (alpha == w->f_cache_key || alpha == w->df_cache_key)
{
*f = wrap_f (alpha, params);
*df = wrap_df (alpha, params);
return;
}
moveto (alpha, w);
GSL_MULTIMIN_FN_EVAL_F_DF (w->fdf, w->x_alpha, &w->f_alpha, w->g_alpha);
w->f_cache_key = alpha;
w->g_cache_key = alpha;
w->df_alpha = slope (w);
w->df_cache_key = alpha;
*f = w->f_alpha;
*df = w->df_alpha;
}
static void
prepare_wrapper (wrapper_t * w, gsl_multimin_function_fdf * fdf,
const gsl_vector * x, double f, const gsl_vector *g,
const gsl_vector * p,
gsl_vector * x_alpha, gsl_vector *g_alpha)
{
w->fdf_linear.f = &wrap_f;
w->fdf_linear.df = &wrap_df;
w->fdf_linear.fdf = &wrap_fdf;
w->fdf_linear.params = (void *)w; /* pointer to "self" */
w->fdf = fdf;
w->x = x;
w->g = g;
w->p = p;
w->x_alpha = x_alpha;
w->g_alpha = g_alpha;
gsl_vector_memcpy(w->x_alpha, w->x);
w->x_cache_key = 0.0;
w->f_alpha = f;
w->f_cache_key = 0.0;
gsl_vector_memcpy(w->g_alpha, w->g);
w->g_cache_key = 0.0;
w->df_alpha = slope(w);
w->df_cache_key = 0.0;
}
static void
update_position (wrapper_t * w, double alpha, gsl_vector *x, double *f, gsl_vector *g)
{
/* ensure that everything is fully cached */
{ double f_alpha, df_alpha; wrap_fdf (alpha, w, &f_alpha, &df_alpha); } ;
*f = w->f_alpha;
gsl_vector_memcpy(x, w->x_alpha);
gsl_vector_memcpy(g, w->g_alpha);
}
static void
change_direction (wrapper_t * w)
{
/* Convert the cache values from the end of the current minimisation
to those needed for the start of the next minimisation, alpha=0 */
/* The new x_alpha for alpha=0 is the current position */
gsl_vector_memcpy (w->x_alpha, w->x);
w->x_cache_key = 0.0;
/* The function value does not change */
w->f_cache_key = 0.0;
/* The new g_alpha for alpha=0 is the current gradient at the endpoint */
gsl_vector_memcpy (w->g_alpha, w->g);
w->g_cache_key = 0.0;
/* Calculate the slope along the new direction vector, p */
w->df_alpha = slope (w);
w->df_cache_key = 0.0;
}
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